Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47421.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46026.8 Kr¶

PnL: ---------------------------------------> -861.77 Kr¶

DD now: ---------------------------------> -2.484 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:38:11.202179'

Anic Portfolio¶

Today¶

Return: -1.105 %¶

This Week¶

Return: -1.025 %¶

Total¶

Return: 55.247 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.340000 3104.400000 133.400000 4.490000 2971.000006
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
SAAB B 8 0.750000 3432.800000 55.800000 1.650000 3377.000000
Corem Property Group B 59 -1.230000 614.780000 37.780000 6.550000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.380000 389.400000 34.400000 9.690000 355.000000
AcadeMedia 12 -2.920000 589.440000 32.440000 5.820000 557.000004
Resurs Holding 22 -1.340000 601.260000 27.260000 4.750000 573.999998
MedCap 2 -1.970000 447.000000 26.000000 6.180000 421.000000
FM Mattsson Mora Group B 50 -4.840000 2950.000000 23.000000 0.790000 2927.000000
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
HMS Networks 2 -2.930000 690.000000 17.000000 2.530000 673.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Swedbank A 3 -0.720000 576.900000 12.900000 2.290000 564.000000
Securitas B 6 -1.060000 582.360000 12.360000 2.170000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 -0.390000 536.900000 8.900000 1.690000 527.999997
Coor Service Management Hold. 8 -0.660000 538.400000 6.400000 1.200000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.380000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Intrum 4 -4.220000 522.400000 -4.600000 -0.870000 527.000000
Nordea Bank Abp 29 -0.170000 3448.680000 -5.320000 -0.150000 3453.999992
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Essity B 2 -0.320000 558.800000 -15.200000 -2.650000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -2.040000 506.870000 -27.130000 -5.080000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.400000 3597.100000 -158.900000 -4.230000 3756.000001
Fasadgruppen Group 35 1.170000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -2.420000 1413.000000 -251.000000 -15.080000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46026.800000 -861.770000 -2.48432% 46888.564618

Updated:¶

'2023-01-25 12:38:24.141010'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶